+4.7%
DLTR vs UPST
-1.6%
+6.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.5% |
| 7D | -10.1% | -8.8% | -1.3% | -9.7% |
| 30D | -8.1% | -12.1% | +3.9% | -7.6% |
| 3M | +2.9% | -19.5% | +22.4% | +3.8% |
| 6M | +4.3% | -6.8% | +11.2% | +4.4% |
| YTD | -3.9% | -41.5% | +37.5% | -2.1% |
| 1Y | +18.9% | -58.9% | +77.7% | +22.7% |
| 3Y | +1.9% | -15.2% | +17.1% | -1.1% |
| 5Y | +31.0% | -90.5% | +121.5% | +24.6% |
| All | +4.7% | -1.6% | +6.3% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling